Struct WeightedMovingAverage

#[repr(C)]
pub struct WeightedMovingAverage {
    pub period: usize,
    pub weights: Vec<f64>,
    pub price_type: PriceType,
    pub value: f64,
    pub initialized: bool,
    pub inputs: ArrayDeque<f64, MAX_PERIOD, Wrapping>,
}

An indicator which calculates a weighted moving average across a rolling window.

Fields

period: usize

The rolling window period for the indicator (> 0).

weights: Vec<f64>

The weights for the moving average calculation

price_type: PriceType

Price type

value: f64

The last indicator value.

initialized: bool

Whether the indicator is initialized.

inputs: ArrayDeque<f64, MAX_PERIOD, Wrapping>

Inputs

Implementations

impl WeightedMovingAverage

pub fn new( period: usize, weights: Vec<f64>, price_type: Option<PriceType>, ) -> Self

Creates a new WeightedMovingAverage instance.

Panics

This function panics if:

• period is zero.
• weights.len() does not equal period.
• weights sum is effectively zero.

pub fn new_checked( period: usize, weights: Vec<f64>, price_type: Option<PriceType>, ) -> Result<Self>

Creates a new WeightedMovingAverage instance with the given period and weights.

Errors

Returns an error if any of the validation rules fails:

• period must be positive.
• weights must be exactly period elements long.
• weights must contain at least one non-zero value (∑wᵢ > ε).

impl WeightedMovingAverage

pub fn py_new( period: usize, weights: Vec<f64>, price_type: Option<PriceType>, ) -> PyResult<Self>

Creates a new WeightedMovingAverage instance.

Errors

Returns a PyErr if period does not equal the length of weights.

Trait Implementations

impl Debug for WeightedMovingAverage

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Display for WeightedMovingAverage

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for WeightedMovingAverage

fn name(&self) -> String

fn has_inputs(&self) -> bool

fn initialized(&self) -> bool

fn handle_quote(&mut self, quote: &QuoteTick)

fn handle_trade(&mut self, trade: &TradeTick)

fn handle_bar(&mut self, bar: &Bar)

fn reset(&mut self)

fn handle_delta(&mut self, delta: &OrderBookDelta)

fn handle_deltas(&mut self, deltas: &OrderBookDeltas)

fn handle_depth(&mut self, depth: &OrderBookDepth10)

fn handle_book(&mut self, book: &OrderBook)

impl<'py> IntoPyObject<'py> for WeightedMovingAverage

type Target = WeightedMovingAverage

The Python output type

type Output = Bound<'py, <WeightedMovingAverage as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl MovingAverage for WeightedMovingAverage

fn value(&self) -> f64

fn count(&self) -> usize

fn update_raw(&mut self, value: f64)

impl PyClass for WeightedMovingAverage

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for WeightedMovingAverage

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<WeightedMovingAverage>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<WeightedMovingAverage> for PyClassImplCollector<WeightedMovingAverage>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a WeightedMovingAverage

type Holder = Option<PyRef<'py, WeightedMovingAverage>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a mut WeightedMovingAverage

type Holder = Option<PyRefMut<'py, WeightedMovingAverage>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<WeightedMovingAverage> for PyClassImplCollector<WeightedMovingAverage>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for WeightedMovingAverage

const NAME: &'static str = "WeightedMovingAverage"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for WeightedMovingAverage